mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-19 23:16:48 +00:00
* Exchanges: Remove example BespokeGenerateMessageID * Okx: Replace conn.RequestIDGenerator with MesssageID Continued overall direction to remove the closed-loop of e => conn => e roundtrip for message ids * Exchanges: Add MessageSequence This method removes the either/or nature of message id generation. We don't tie the message ids to connections, or to anything. Consumers just call whichever they want, or even combine them as they want. Anything more complicated will need a separate installation anyway * GateIO: Split usage of MessageID and MessageSequence * Binance: Switch to UUID message IDs * Kraken: Switch to e.MessageSequence * Kucoin: Switch to MessageID * HitBTC: Switch to UUIDv7 for ws message ID * Bybit: Switch to UUIDv7 for ws message ID * Bitfinex: Switch to UUIDv7 and MessageSequence Tested CID - It accepts 53 bits only for an int, so MessageSequence makes sense. Can't use MessageID * Websocket: Remove now unused MessageID function Moved all MessageID usage into funcs and onto base methods, to remove the closed loop of message IDs * Docs: Update guidance for message signatures
709 lines
22 KiB
Go
709 lines
22 KiB
Go
package gateio
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import (
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"context"
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"errors"
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"fmt"
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"net/http"
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"strconv"
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"strings"
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"time"
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gws "github.com/gorilla/websocket"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/encoding/json"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fill"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/subscription"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/types"
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)
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const (
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optionsWebsocketURL = "wss://op-ws.gateio.live/v4/ws"
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optionsWebsocketTestnetURL = "wss://op-ws-testnet.gateio.live/v4/ws"
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// channels
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optionsPingChannel = "options.ping"
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optionsContractTickersChannel = "options.contract_tickers"
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optionsUnderlyingTickersChannel = "options.ul_tickers"
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optionsTradesChannel = "options.trades"
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optionsUnderlyingTradesChannel = "options.ul_trades"
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optionsUnderlyingPriceChannel = "options.ul_price"
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optionsMarkPriceChannel = "options.mark_price"
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optionsSettlementChannel = "options.settlements"
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optionsContractsChannel = "options.contracts"
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optionsContractCandlesticksChannel = "options.contract_candlesticks"
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optionsUnderlyingCandlesticksChannel = "options.ul_candlesticks"
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optionsOrderbookChannel = "options.order_book"
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optionsOrderbookTickerChannel = "options.book_ticker"
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optionsOrderbookUpdateChannel = "options.order_book_update"
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optionsOrdersChannel = "options.orders"
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optionsUserTradesChannel = "options.usertrades"
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optionsLiquidatesChannel = "options.liquidates"
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optionsUserSettlementChannel = "options.user_settlements"
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optionsPositionCloseChannel = "options.position_closes"
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optionsBalancesChannel = "options.balances"
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optionsPositionsChannel = "options.positions"
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optionOrderbookUpdateLimit uint64 = 50
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)
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var defaultOptionsSubscriptions = []string{
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optionsContractTickersChannel,
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optionsUnderlyingTickersChannel,
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optionsTradesChannel,
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optionsUnderlyingTradesChannel,
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optionsContractCandlesticksChannel,
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optionsUnderlyingCandlesticksChannel,
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optionsOrderbookUpdateChannel,
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}
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// WsOptionsConnect initiates a websocket connection to options websocket endpoints.
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func (e *Exchange) WsOptionsConnect(ctx context.Context, conn websocket.Connection) error {
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if err := e.CurrencyPairs.IsAssetEnabled(asset.Options); err != nil {
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return err
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}
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if err := conn.Dial(ctx, &gws.Dialer{}, http.Header{}); err != nil {
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return err
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}
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pingHandler, err := getWSPingHandler(optionsPingChannel)
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if err != nil {
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return err
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}
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conn.SetupPingHandler(websocketRateLimitNotNeededEPL, pingHandler)
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return nil
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}
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// GenerateOptionsDefaultSubscriptions generates list of channel subscriptions for options asset type.
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// TODO: Update to use the new subscription template system
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func (e *Exchange) GenerateOptionsDefaultSubscriptions() (subscription.List, error) {
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ctx := context.TODO()
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channelsToSubscribe := defaultOptionsSubscriptions
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var userID int64
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if e.Websocket.CanUseAuthenticatedEndpoints() {
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var err error
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_, err = e.GetCredentials(ctx)
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if err != nil {
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e.Websocket.SetCanUseAuthenticatedEndpoints(false)
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goto getEnabledPairs
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}
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response, err := e.GetSubAccountBalances(ctx, "")
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if err != nil {
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return nil, err
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}
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if len(response) != 0 {
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channelsToSubscribe = append(channelsToSubscribe,
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optionsUserTradesChannel,
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optionsBalancesChannel,
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)
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userID = response[0].UserID
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} else if e.Verbose {
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log.Errorf(log.ExchangeSys, "no subaccount found for authenticated options channel subscriptions")
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}
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}
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getEnabledPairs:
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pairs, err := e.GetEnabledPairs(asset.Options)
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if err != nil {
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if errors.Is(err, asset.ErrNotEnabled) {
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return nil, nil // no enabled pairs, subscriptions require an associated pair.
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}
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return nil, err
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}
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var subscriptions subscription.List
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for i := range channelsToSubscribe {
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for j := range pairs {
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params := make(map[string]any)
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switch channelsToSubscribe[i] {
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case optionsOrderbookChannel:
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params["accuracy"] = "0"
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params["level"] = "20"
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case optionsContractCandlesticksChannel, optionsUnderlyingCandlesticksChannel:
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params["interval"] = kline.FiveMin
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case optionsOrderbookUpdateChannel:
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params["interval"] = kline.HundredMilliseconds
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params["level"] = strconv.FormatUint(optionOrderbookUpdateLimit, 10)
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case optionsOrdersChannel,
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optionsUserTradesChannel,
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optionsLiquidatesChannel,
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optionsUserSettlementChannel,
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optionsPositionCloseChannel,
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optionsBalancesChannel,
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optionsPositionsChannel:
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if userID == 0 {
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continue
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}
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params["user_id"] = userID
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}
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fPair, err := e.FormatExchangeCurrency(pairs[j], asset.Options)
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if err != nil {
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return nil, err
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}
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subscriptions = append(subscriptions, &subscription.Subscription{
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Channel: channelsToSubscribe[i],
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Pairs: currency.Pairs{fPair.Upper()},
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Params: params,
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Asset: asset.Options,
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})
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}
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}
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return subscriptions, nil
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}
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func (e *Exchange) generateOptionsPayload(ctx context.Context, event string, channelsToSubscribe subscription.List) ([]WsInput, error) {
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if len(channelsToSubscribe) == 0 {
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return nil, errors.New("cannot generate payload, no channels supplied")
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}
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var err error
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var intervalString string
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payloads := make([]WsInput, len(channelsToSubscribe))
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for i := range channelsToSubscribe {
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if len(channelsToSubscribe[i].Pairs) != 1 {
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return nil, subscription.ErrNotSinglePair
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}
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var auth *WsAuthInput
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timestamp := time.Now()
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var params []string
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switch channelsToSubscribe[i].Channel {
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case optionsUnderlyingTickersChannel,
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optionsUnderlyingTradesChannel,
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optionsUnderlyingPriceChannel,
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optionsUnderlyingCandlesticksChannel:
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var uly currency.Pair
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uly, err = e.GetUnderlyingFromCurrencyPair(channelsToSubscribe[i].Pairs[0])
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if err != nil {
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return nil, err
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}
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params = append(params, uly.String())
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case optionsBalancesChannel:
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// options.balance channel does not require underlying or contract
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default:
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channelsToSubscribe[i].Pairs[0].Delimiter = currency.UnderscoreDelimiter
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params = append(params, channelsToSubscribe[i].Pairs[0].String())
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}
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switch channelsToSubscribe[i].Channel {
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case optionsOrderbookChannel:
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accuracy, ok := channelsToSubscribe[i].Params["accuracy"].(string)
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if !ok {
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return nil, fmt.Errorf("%w, invalid options orderbook accuracy", orderbook.ErrOrderbookInvalid)
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}
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level, ok := channelsToSubscribe[i].Params["level"].(string)
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if !ok {
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return nil, fmt.Errorf("%w, invalid options orderbook level", orderbook.ErrOrderbookInvalid)
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}
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params = append(
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params,
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level,
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accuracy,
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)
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case optionsUserTradesChannel,
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optionsBalancesChannel,
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optionsOrdersChannel,
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optionsLiquidatesChannel,
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optionsUserSettlementChannel,
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optionsPositionCloseChannel,
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optionsPositionsChannel:
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userID, ok := channelsToSubscribe[i].Params["user_id"].(int64)
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if !ok {
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continue
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}
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params = append([]string{strconv.FormatInt(userID, 10)}, params...)
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var creds *account.Credentials
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creds, err = e.GetCredentials(ctx)
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if err != nil {
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return nil, err
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}
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var sigTemp string
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sigTemp, err = e.generateWsSignature(creds.Secret, event, channelsToSubscribe[i].Channel, timestamp.Unix())
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if err != nil {
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return nil, err
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}
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auth = &WsAuthInput{
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Method: "api_key",
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Key: creds.Key,
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Sign: sigTemp,
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}
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case optionsOrderbookUpdateChannel:
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interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
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if !ok {
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return nil, fmt.Errorf("%w, missing options orderbook interval", orderbook.ErrOrderbookInvalid)
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}
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intervalString, err = getIntervalString(interval)
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if err != nil {
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return nil, err
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}
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params = append(params,
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intervalString)
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if value, ok := channelsToSubscribe[i].Params["level"].(int); ok {
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params = append(params, strconv.Itoa(value))
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}
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case optionsContractCandlesticksChannel,
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optionsUnderlyingCandlesticksChannel:
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interval, ok := channelsToSubscribe[i].Params["interval"].(kline.Interval)
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if !ok {
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return nil, errors.New("missing options underlying candlesticks interval")
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}
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intervalString, err = getIntervalString(interval)
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if err != nil {
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return nil, err
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}
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params = append(
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[]string{intervalString},
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params...)
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}
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payloads[i] = WsInput{
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ID: e.MessageSequence(),
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Event: event,
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Channel: channelsToSubscribe[i].Channel,
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Payload: params,
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Auth: auth,
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Time: timestamp.Unix(),
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}
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}
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return payloads, nil
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}
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// OptionsSubscribe sends a websocket message to stop receiving data for asset type options
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func (e *Exchange) OptionsSubscribe(ctx context.Context, conn websocket.Connection, channelsToUnsubscribe subscription.List) error {
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return e.handleSubscription(ctx, conn, subscribeEvent, channelsToUnsubscribe, e.generateOptionsPayload)
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}
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// OptionsUnsubscribe sends a websocket message to stop receiving data for asset type options
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func (e *Exchange) OptionsUnsubscribe(ctx context.Context, conn websocket.Connection, channelsToUnsubscribe subscription.List) error {
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return e.handleSubscription(ctx, conn, unsubscribeEvent, channelsToUnsubscribe, e.generateOptionsPayload)
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}
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// WsHandleOptionsData handles options websocket data
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func (e *Exchange) WsHandleOptionsData(ctx context.Context, conn websocket.Connection, respRaw []byte) error {
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push, err := parseWSHeader(respRaw)
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if err != nil {
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return err
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}
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if push.Event == subscribeEvent || push.Event == unsubscribeEvent {
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return conn.RequireMatchWithData(push.ID, respRaw)
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}
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switch push.Channel {
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case optionsContractTickersChannel:
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return e.processOptionsContractTickers(push.Result)
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case optionsUnderlyingTickersChannel:
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return e.processOptionsUnderlyingTicker(push.Result)
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case optionsTradesChannel,
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optionsUnderlyingTradesChannel:
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return e.processOptionsTradesPushData(respRaw)
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case optionsUnderlyingPriceChannel:
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return e.processOptionsUnderlyingPricePushData(push.Result)
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case optionsMarkPriceChannel:
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return e.processOptionsMarkPrice(push.Result)
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case optionsSettlementChannel:
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return e.processOptionsSettlementPushData(push.Result)
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case optionsContractsChannel:
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return e.processOptionsContractPushData(push.Result)
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case optionsContractCandlesticksChannel,
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optionsUnderlyingCandlesticksChannel:
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return e.processOptionsCandlestickPushData(respRaw)
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case optionsOrderbookChannel:
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return e.processOptionsOrderbookSnapshotPushData(push.Event, push.Result, push.Time)
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case optionsOrderbookTickerChannel:
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return e.processOrderbookTickerPushData(respRaw)
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case optionsOrderbookUpdateChannel:
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return e.processOptionsOrderbookUpdate(ctx, push.Result, asset.Options, push.Time)
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case optionsOrdersChannel:
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return e.processOptionsOrderPushData(respRaw)
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case optionsUserTradesChannel:
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return e.processOptionsUserTradesPushData(respRaw)
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case optionsLiquidatesChannel:
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return e.processOptionsLiquidatesPushData(respRaw)
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case optionsUserSettlementChannel:
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return e.processOptionsUsersPersonalSettlementsPushData(respRaw)
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case optionsPositionCloseChannel:
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return e.processPositionCloseData(respRaw)
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case optionsBalancesChannel:
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return e.processBalancePushData(ctx, push.Result, asset.Options)
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case optionsPositionsChannel:
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return e.processOptionsPositionPushData(respRaw)
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case "options.pong":
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return nil
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default:
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e.Websocket.DataHandler <- websocket.UnhandledMessageWarning{
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Message: e.Name + websocket.UnhandledMessage + string(respRaw),
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}
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return errors.New(websocket.UnhandledMessage)
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}
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}
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func (e *Exchange) processOptionsContractTickers(incoming []byte) error {
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var data OptionsTicker
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &ticker.Price{
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Pair: data.Name,
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Last: data.LastPrice.Float64(),
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Bid: data.Bid1Price.Float64(),
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Ask: data.Ask1Price.Float64(),
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AskSize: data.Ask1Size,
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BidSize: data.Bid1Size,
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ExchangeName: e.Name,
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AssetType: asset.Options,
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}
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return nil
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}
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func (e *Exchange) processOptionsUnderlyingTicker(incoming []byte) error {
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var data WsOptionUnderlyingTicker
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &data
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return nil
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}
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func (e *Exchange) processOptionsTradesPushData(data []byte) error {
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saveTradeData := e.IsSaveTradeDataEnabled()
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if !saveTradeData &&
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!e.IsTradeFeedEnabled() {
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return nil
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}
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resp := struct {
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Time types.Time `json:"time"`
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Channel string `json:"channel"`
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Event string `json:"event"`
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Result []WsOptionsTrades `json:"result"`
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}{}
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err := json.Unmarshal(data, &resp)
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if err != nil {
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return err
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}
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trades := make([]trade.Data, len(resp.Result))
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for x := range resp.Result {
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trades[x] = trade.Data{
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Timestamp: resp.Result[x].CreateTime.Time(),
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CurrencyPair: resp.Result[x].Contract,
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AssetType: asset.Options,
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Exchange: e.Name,
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Price: resp.Result[x].Price,
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Amount: resp.Result[x].Size,
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TID: strconv.FormatInt(resp.Result[x].ID, 10),
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}
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}
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return e.Websocket.Trade.Update(saveTradeData, trades...)
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}
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func (e *Exchange) processOptionsUnderlyingPricePushData(incoming []byte) error {
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var data WsOptionsUnderlyingPrice
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &data
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return nil
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}
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func (e *Exchange) processOptionsMarkPrice(incoming []byte) error {
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var data WsOptionsMarkPrice
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &data
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return nil
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}
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func (e *Exchange) processOptionsSettlementPushData(incoming []byte) error {
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var data WsOptionsSettlement
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &data
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return nil
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}
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func (e *Exchange) processOptionsContractPushData(incoming []byte) error {
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var data WsOptionsContract
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err := json.Unmarshal(incoming, &data)
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if err != nil {
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return err
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}
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e.Websocket.DataHandler <- &data
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return nil
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}
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func (e *Exchange) processOptionsCandlestickPushData(data []byte) error {
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resp := struct {
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Time types.Time `json:"time"`
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Channel string `json:"channel"`
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Event string `json:"event"`
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Result []WsOptionsContractCandlestick `json:"result"`
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}{}
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err := json.Unmarshal(data, &resp)
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if err != nil {
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return err
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}
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klineDatas := make([]websocket.KlineData, len(resp.Result))
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for x := range resp.Result {
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icp := strings.Split(resp.Result[x].NameOfSubscription, currency.UnderscoreDelimiter)
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if len(icp) < 3 {
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return errors.New("malformed options candlestick websocket push data")
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}
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currencyPair, err := currency.NewPairFromString(strings.Join(icp[1:], currency.UnderscoreDelimiter))
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if err != nil {
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return err
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}
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klineDatas[x] = websocket.KlineData{
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Pair: currencyPair,
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AssetType: asset.Options,
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Exchange: e.Name,
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StartTime: resp.Result[x].Timestamp.Time(),
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Interval: icp[0],
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OpenPrice: resp.Result[x].OpenPrice.Float64(),
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ClosePrice: resp.Result[x].ClosePrice.Float64(),
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HighPrice: resp.Result[x].HighestPrice.Float64(),
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LowPrice: resp.Result[x].LowestPrice.Float64(),
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Volume: resp.Result[x].Amount.Float64(),
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}
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}
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e.Websocket.DataHandler <- klineDatas
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return nil
|
|
}
|
|
|
|
func (e *Exchange) processOrderbookTickerPushData(incoming []byte) error {
|
|
var data WsOptionsOrderbookTicker
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- &data
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processOptionsOrderbookUpdate(ctx context.Context, incoming []byte, a asset.Item, pushTime time.Time) error {
|
|
var data WsFuturesAndOptionsOrderbookUpdate
|
|
if err := json.Unmarshal(incoming, &data); err != nil {
|
|
return err
|
|
}
|
|
asks := make([]orderbook.Level, len(data.Asks))
|
|
for x := range data.Asks {
|
|
asks[x].Price = data.Asks[x].Price.Float64()
|
|
asks[x].Amount = data.Asks[x].Size
|
|
}
|
|
bids := make([]orderbook.Level, len(data.Bids))
|
|
for x := range data.Bids {
|
|
bids[x].Price = data.Bids[x].Price.Float64()
|
|
bids[x].Amount = data.Bids[x].Size
|
|
}
|
|
return e.wsOBUpdateMgr.ProcessOrderbookUpdate(ctx, e, data.FirstUpdatedID, &orderbook.Update{
|
|
UpdateID: data.LastUpdatedID,
|
|
UpdateTime: data.Timestamp.Time(),
|
|
LastPushed: pushTime,
|
|
Pair: data.ContractName,
|
|
Asset: a,
|
|
Asks: asks,
|
|
Bids: bids,
|
|
AllowEmpty: true,
|
|
})
|
|
}
|
|
|
|
func (e *Exchange) processOptionsOrderbookSnapshotPushData(event string, incoming []byte, lastPushed time.Time) error {
|
|
if event == "all" {
|
|
var data WsOptionsOrderbookSnapshot
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
base := orderbook.Book{
|
|
Asset: asset.Options,
|
|
Exchange: e.Name,
|
|
Pair: data.Contract,
|
|
LastUpdated: data.Timestamp.Time(),
|
|
LastPushed: lastPushed,
|
|
ValidateOrderbook: e.ValidateOrderbook,
|
|
}
|
|
base.Asks = make([]orderbook.Level, len(data.Asks))
|
|
for x := range data.Asks {
|
|
base.Asks[x].Amount = data.Asks[x].Size
|
|
base.Asks[x].Price = data.Asks[x].Price.Float64()
|
|
}
|
|
base.Bids = make([]orderbook.Level, len(data.Bids))
|
|
for x := range data.Bids {
|
|
base.Bids[x].Amount = data.Bids[x].Size
|
|
base.Bids[x].Price = data.Bids[x].Price.Float64()
|
|
}
|
|
return e.Websocket.Orderbook.LoadSnapshot(&base)
|
|
}
|
|
var data []WsFuturesOrderbookUpdateEvent
|
|
err := json.Unmarshal(incoming, &data)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
dataMap := map[string][2][]orderbook.Level{}
|
|
for x := range data {
|
|
ab, ok := dataMap[data[x].CurrencyPair]
|
|
if !ok {
|
|
ab = [2][]orderbook.Level{}
|
|
}
|
|
if data[x].Amount > 0 {
|
|
ab[1] = append(ab[1], orderbook.Level{
|
|
Price: data[x].Price.Float64(), Amount: data[x].Amount,
|
|
})
|
|
} else {
|
|
ab[0] = append(ab[0], orderbook.Level{
|
|
Price: data[x].Price.Float64(), Amount: -data[x].Amount,
|
|
})
|
|
}
|
|
if !ok {
|
|
dataMap[data[x].CurrencyPair] = ab
|
|
}
|
|
}
|
|
if len(dataMap) == 0 {
|
|
return errors.New("missing orderbook ask and bid data")
|
|
}
|
|
for key, ab := range dataMap {
|
|
currencyPair, err := currency.NewPairFromString(key)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
err = e.Websocket.Orderbook.LoadSnapshot(&orderbook.Book{
|
|
Asks: ab[0],
|
|
Bids: ab[1],
|
|
Asset: asset.Options,
|
|
Exchange: e.Name,
|
|
Pair: currencyPair,
|
|
LastUpdated: lastPushed,
|
|
LastPushed: lastPushed,
|
|
ValidateOrderbook: e.ValidateOrderbook,
|
|
})
|
|
if err != nil {
|
|
return err
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processOptionsOrderPushData(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsOrder `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
orderDetails := make([]order.Detail, len(resp.Result))
|
|
for x := range resp.Result {
|
|
status, err := order.StringToOrderStatus(func() string {
|
|
if resp.Result[x].Status == "finished" {
|
|
return "cancelled"
|
|
}
|
|
return resp.Result[x].Status
|
|
}())
|
|
if err != nil {
|
|
return err
|
|
}
|
|
orderDetails[x] = order.Detail{
|
|
Amount: resp.Result[x].Size,
|
|
Exchange: e.Name,
|
|
OrderID: strconv.FormatInt(resp.Result[x].ID, 10),
|
|
Status: status,
|
|
Pair: resp.Result[x].Contract,
|
|
Date: resp.Result[x].CreationTime.Time(),
|
|
ExecutedAmount: resp.Result[x].Size - resp.Result[x].Left,
|
|
Price: resp.Result[x].Price,
|
|
AssetType: asset.Options,
|
|
AccountID: resp.Result[x].User,
|
|
}
|
|
}
|
|
e.Websocket.DataHandler <- orderDetails
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processOptionsUserTradesPushData(data []byte) error {
|
|
if !e.IsFillsFeedEnabled() {
|
|
return nil
|
|
}
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsUserTrade `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
fills := make([]fill.Data, len(resp.Result))
|
|
for x := range resp.Result {
|
|
fills[x] = fill.Data{
|
|
Timestamp: resp.Result[x].CreateTime.Time(),
|
|
Exchange: e.Name,
|
|
CurrencyPair: resp.Result[x].Contract,
|
|
OrderID: resp.Result[x].OrderID,
|
|
TradeID: resp.Result[x].ID,
|
|
Price: resp.Result[x].Price.Float64(),
|
|
Amount: resp.Result[x].Size,
|
|
}
|
|
}
|
|
return e.Websocket.Fills.Update(fills...)
|
|
}
|
|
|
|
func (e *Exchange) processOptionsLiquidatesPushData(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsLiquidates `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processOptionsUsersPersonalSettlementsPushData(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsUserSettlement `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|
|
|
|
func (e *Exchange) processOptionsPositionPushData(data []byte) error {
|
|
resp := struct {
|
|
Time types.Time `json:"time"`
|
|
Channel string `json:"channel"`
|
|
Event string `json:"event"`
|
|
Result []WsOptionsPosition `json:"result"`
|
|
}{}
|
|
err := json.Unmarshal(data, &resp)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
e.Websocket.DataHandler <- &resp
|
|
return nil
|
|
}
|